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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.48% | 104.25 % | 104.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,361 CHF | 261,611 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.48% | 103.65 % | 104.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,786 CHF | 260,036 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.49% | 102.20 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,219 CHF | 257,469 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 101.65 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,702 CHF | 254,952 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.49% | 102.22 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,965 CHF | 257,215 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.49% | 102.43 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,244 CHF | 257,494 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 102.82 % | 103.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,488 CHF | 257,738 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.49% | 102.50 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,209 CHF | 257,459 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 102.47 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,188 CHF | 258,438 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.48% | 103.56 % | 104.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,596 CHF | 259,846 CHF | 100.00% | 100.00% |
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